diff --git a/R/Greeks.R b/R/Greeks.R index f281a96..68563d0 100644 --- a/R/Greeks.R +++ b/R/Greeks.R @@ -70,8 +70,7 @@ Greeks <- } else if (tolower(option_type) == "asian" && tolower(model) == "black_scholes" && - unique(greek)[1] == "fair_value" && unique(greek)[2] == "delta" && - unique(greek)[3] == "rho" && length(greek) == 3) { + ("fair_value" %in% greek || "delta" %in% greek || "rho" %in% greek)) { return(BS_Malliavin_Asian_Greeks(payoff = payoff, greek = greek, initial_price = initial_price,